Bayesian Inference
Predictive Data Calibration for Linear Correlation Significance Testing
Patil, Kaustubh R., Eickhoff, Simon B., Langner, Robert
Inferring linear relationships lies at the heart of many empirical investigations. A measure of linear dependence should correctly evaluate the strength of the relationship as well as qualify whether it is meaningful for the population. Pearson's correlation coefficient (PCC), the \textit{de-facto} measure for bivariate relationships, is known to lack in both regards. The estimated strength $r$ maybe wrong due to limited sample size, and nonnormality of data. In the context of statistical significance testing, erroneous interpretation of a $p$-value as posterior probability leads to Type I errors -- a general issue with significance testing that extends to PCC. Such errors are exacerbated when testing multiple hypotheses simultaneously. To tackle these issues, we propose a machine-learning-based predictive data calibration method which essentially conditions the data samples on the expected linear relationship. Calculating PCC using calibrated data yields a calibrated $p$-value that can be interpreted as posterior probability together with a calibrated $r$ estimate, a desired outcome not provided by other methods. Furthermore, the ensuing independent interpretation of each test might eliminate the need for multiple testing correction. We provide empirical evidence favouring the proposed method using several simulations and application to real-world data.
Can a latent Hawkes process be used for epidemiological modelling?
Lamprinakou, Stamatina, Gandy, Axel, McCoy, Emma
Understanding the spread of COVID-19 has been the subject of numerous studies, highlighting the significance of reliable epidemic models. Here, we introduce a novel epidemic model using a latent Hawkes process with temporal covariates for modelling the infections. Unlike other models, we model the reported cases via a probability distribution driven by the underlying Hawkes process. Modelling the infections via a Hawkes process allows us to estimate by whom an infected individual was infected. We propose a Kernel Density Particle Filter (KDPF) for inference of both latent cases and reproduction number and for predicting the new cases in the near future. The computational effort is proportional to the number of infections making it possible to use particle filter type algorithms, such as the KDPF. We demonstrate the performance of the proposed algorithm on synthetic data sets and COVID-19 reported cases in various local authorities in the UK, and benchmark our model to alternative approaches.
Novel Ordering-based Approaches for Causal Structure Learning in the Presence of Unobserved Variables
Mokhtarian, Ehsan, Khorasani, Mohammadsadegh, Etesami, Jalal, Kiyavash, Negar
We propose ordering-based approaches for learning the maximal ancestral graph (MAG) of a structural equation model (SEM) up to its Markov equivalence class (MEC) in the presence of unobserved variables. Existing ordering-based methods in the literature recover a graph through learning a causal order (c-order). We advocate for a novel order called removable order (r-order) as they are advantageous over c-orders for structure learning. This is because r-orders are the minimizers of an appropriately defined optimization problem that could be either solved exactly (using a reinforcement learning approach) or approximately (using a hill-climbing search). Moreover, the r-orders (unlike c-orders) are invariant among all the graphs in a MEC and include c-orders as a subset. Given that set of r-orders is often significantly larger than the set of c-orders, it is easier for the optimization problem to find an r-order instead of a c-order. We evaluate the performance and the scalability of our proposed approaches on both real-world and randomly generated networks.
Finite Sample Complexity of Sequential Monte Carlo Estimators on Multimodal Target Distributions
Mathews, Joseph, Schmidler, Scott C.
Approximating integrals with respect to a complicated, highdimensional probability distribution π is an important problem spanning multiple disciplines, such as Bayesian statistical inference, machine learning, statistical physics, and theoretical computer science [13, 17]. Sequential Monte Carlo (SMC) methods are a large class of stochastic approximation algorithms designed to solve these problems by combining Markov chain Monte Carlo (MCMC) methods and resampling strategies to sequentially sample from a series of probability distributions. Some examples of SMC algorithms include population Monte Carlo methods [2], annealed importance sampling [27], sequential particle filters [3], and population annealing [40], among many others [15]. Closely related - but purely MCMC - methods include parallel tempering (PT) [14] and simulated tempering (ST) [23], which have been referred to as population-based MCMC methods [15]. An SMC sampler is generally constructed as follows.
MaskBlock: Transferable Adversarial Examples with Bayes Approach
Fan, Mingyuan, Chen, Cen, Liu, Ximeng, Guo, Wenzhong
The transferability of adversarial examples (AEs) across diverse models is of critical importance for black-box adversarial attacks, where attackers cannot access the information about black-box models. However, crafted AEs always present poor transferability. In this paper, by regarding the transferability of AEs as generalization ability of the model, we reveal that vanilla black-box attacks craft AEs via solving a maximum likelihood estimation (MLE) problem. For MLE, the results probably are model-specific local optimum when available data is small, i.e., limiting the transferability of AEs. By contrast, we re-formulate crafting transferable AEs as the maximizing a posteriori probability estimation problem, which is an effective approach to boost the generalization of results with limited available data. Because Bayes posterior inference is commonly intractable, a simple yet effective method called MaskBlock is developed to approximately estimate. Moreover, we show that the formulated framework is a generalization version for various attack methods. Extensive experiments illustrate MaskBlock can significantly improve the transferability of crafted adversarial examples by up to about 20%.
A Variational AutoEncoder for Transformers with Nonparametric Variational Information Bottleneck
Attention-based deep learning models, such as Transformers (Vaswani et al., 2017; Devlin et al., 2019), have achieved unprecedented empirical success in a wide range of cognitive tasks, in particular in natural language processing (NLP). On the other hand, deep variational Bayesian approaches to representation learning, such as variational autoencoders (VAEs) (Kingma and Welling, 2014), have also been very influential, especially due to their variational information bottleneck (VIB) (Alemi et al., 2017; Kingma and Welling, 2014) for regularising the induced latent representations. Previous VIB methods only apply to a vector space, and Transformers crucially do not use a single vector as their latent representation, instead using a set of vectors (Lin et al., 2020; Fang et al., 2021; Park and Lee, 2021). This allows the number of vectors in a Transformer embedding to grow with the size of the input, which is essential for embedding natural language text (Bahdanau et al., 2015), where the size of the input can range from a single word to thousands of words. In this paper, we propose a variational information bottleneck regulariser for set-of-vector latent representations, and use it to regularise the induced latent representation of a Transformer encoder-decoder variational autoencoder.
Low-complexity Near-optimum Symbol Detection Based on Neural Enhancement of Factor Graphs
Schmid, Luca, Schmalen, Laurent
We consider the application of the factor graph framework for symbol detection on linear inter-symbol interference channels. Based on the Ungerboeck observation model, a detection algorithm with appealing complexity properties can be derived. However, since the underlying factor graph contains cycles, the sum-product algorithm (SPA) yields a suboptimal algorithm. In this paper, we develop and evaluate efficient strategies to improve the performance of the factor graph-based symbol detection by means of neural enhancement. In particular, we consider neural belief propagation and generalizations of the factor nodes as an effective way to mitigate the effect of cycles within the factor graph. By applying a generic preprocessor to the channel output, we propose a simple technique to vary the underlying factor graph in every SPA iteration. Using this dynamic factor graph transition, we intend to preserve the extrinsic nature of the SPA messages which is otherwise impaired due to cycles. Simulation results show that the proposed methods can massively improve the detection performance, even approaching the maximum a posteriori performance for various transmission scenarios, while preserving a complexity which is linear in both the block length and the channel memory.
Neural Decoding with Optimization of Node Activations
The problem of maximum likelihood decoding with a neural decoder for error-correcting code is considered. It is shown that the neural decoder can be improved with two novel loss terms on the node's activations. The first loss term imposes a sparse constraint on the node's activations. Whereas, the second loss term tried to mimic the node's activations from a teacher decoder which has better performance. The proposed method has the same run time complexity and model size as the neural Belief Propagation decoder, while improving the decoding performance by up to $1.1dB$ on BCH codes.
A Discriminative Hierarchical PLDA-based Model for Spoken Language Recognition
Ferrer, Luciana, Castan, Diego, McLaren, Mitchell, Lawson, Aaron
Spoken language recognition (SLR) refers to the automatic process used to determine the language present in a speech sample. SLR is an important task in its own right, for example, as a tool to analyze or categorize large amounts of multi-lingual data. Further, it is also an essential tool for selecting downstream applications in a work flow, for example, to chose appropriate speech recognition or machine translation models. SLR systems are usually composed of two stages, one where an embedding representing the audio sample is extracted and a second one which computes the final scores for each language. In this work, we approach the SLR task as a detection problem and implement the second stage as a probabilistic linear discriminant analysis (PLDA) model. We show that discriminative training of the PLDA parameters gives large gains with respect to the usual generative training. Further, we propose a novel hierarchical approach where two PLDA models are trained, one to generate scores for clusters of highly-related languages and a second one to generate scores conditional to each cluster. The final language detection scores are computed as a combination of these two sets of scores. The complete model is trained discriminatively to optimize a cross-entropy objective. We show that this hierarchical approach consistently outperforms the non-hierarchical one for detection of highly related languages, in many cases by large margins. We train our systems on a collection of datasets including over 100 languages, and test them both on matched and mismatched conditions, showing that the gains are robust to condition mismatch.
IBIA: Bayesian Inference via Incremental Build-Infer-Approximate operations on Clique Trees
Bathla, Shivani, Vasudevan, Vinita
Exact inference in Bayesian networks is intractable and has an exponential dependence on the size of the largest clique in the corresponding clique tree (CT), necessitating approximations. Factor based methods to bound clique sizes are more accurate than structure based methods, but expensive since they involve inference of beliefs in a large number of candidate structure or region graphs. We propose an alternative approach for approximate inference based on an incremental build-infer-approximate (IBIA) paradigm, which converts the Bayesian network into a data structure containing a sequence of linked clique tree forests (SLCTF), with clique sizes bounded by a user-specified value. In the incremental build stage of this approach, CTFs are constructed incrementally by adding variables to the CTFs as long as clique sizes are within the specified bound. Once the clique size constraint is reached, the CTs in the CTF are calibrated in the infer stage of IBIA. The resulting clique beliefs are used in the approximate phase to get an approximate CTF with reduced clique sizes. The approximate CTF forms the starting point for the next CTF in the sequence. These steps are repeated until all variables are added to a CTF in the sequence. We prove that our algorithm for incremental construction of clique trees always generates a valid CT and our approximation technique preserves the joint beliefs of the variables within a clique. Based on this, we show that the SLCTF data structure can be used for efficient approximate inference of partition function and prior and posterior marginals. More than 500 benchmarks were used to test the method and the results show a significant reduction in error when compared to other approximate methods, with competitive runtimes.